二手车交易价格预测

         二手车交易价格预测，是一个典型的预测问题，baseline就是提取出数值类的特征列，Type类的都不符合要求，['SaleID','name','regDate','creatDate','price','model','brand','regionCode','seller']也不符合，如果数据存在空值，就用-1进行替换，y值就是二手车的价格，显然不是标签值，故预测模型采用xgboost和lgboost回归，采用交叉验证的方式计算验证集和训练集的mae。然后分别用xgb和lgb训练模型，用训练的模型去预测测试集的二手车价格，将xgb和lgb预测得到的二手车价格数据进行一个简单的加权融合作为最终的二手车价格，最终，将二手车的编号和价格输入到sub_Weighted.csv中。

代码以及注释如下所示：

import numpy as np
import pandas as pd
import warnings
import matplotlib
import matplotlib.pyplot as plt
import seaborn as sns
from scipy.special import jn
from IPython.display import display, clear_output
import time
warnings.filterwarnings('ignore')
## 模型预测的
from sklearn import linear_model
from sklearn import preprocessing
from sklearn.svm import SVR
from sklearn.ensemble import RandomForestRegressor,GradientBoostingRegressor
## 数据降维处理的
from sklearn.decomposition import PCA,FastICA,FactorAnalysis,SparsePCA
import lightgbm as lgb
import xgboost as xgb
## 参数搜索和评价的
from sklearn.model_selection import GridSearchCV,cross_val_score,StratifiedKFold,train_test_split
from sklearn.metrics import mean_squared_error, mean_absolute_error
## 通过Pandas对于数据进行读取 (pandas是一个很友好的数据读取函数库)
Train_data = pd.read_csv('E:/data/used_car_train_20200313.csv', sep=' ')
TestA_data = pd.read_csv('E:/data/used_car_testA_20200313.csv', sep=' ')
## 输出数据的大小信息
print('Train data shape:',Train_data.shape)
print('TestA data shape:',TestA_data.shape)
print(Train_data.head())
print(Train_data.info())
numerical_cols = Train_data.select_dtypes(exclude = 'object').columns
print(numerical_cols)
categorical_cols = Train_data.select_dtypes(include = 'object').columns
print(categorical_cols)#不是数值的列，只剔除了一列，还有其他列也不是特征列
#不是数值的列
feature_cols = [col for col in numerical_cols if col not in ['SaleID','name','regDate','creatDate','price','model','brand','regionCode','seller']]
feature_cols = [col for col in feature_cols if 'Type' not in col]
## 提前特征列，标签列构造训练样本和测试样本
X_data = Train_data[feature_cols]
Y_data = Train_data['price']
X_test  = TestA_data[feature_cols]
print(Train_data.describe())
print('X train shape:',X_data.shape)
print('X test shape:',X_test.shape)
def Sta_inf(data):
    print('_min',np.min(data))
    print('_max:',np.max(data))
    print('_mean',np.mean(data))
    print('_ptp',np.ptp(data))
    print('_std',np.std(data))
    print('_var',np.var(data))
plt.hist(Y_data)
plt.show()
plt.close()
X_data = X_data.fillna(-1)
X_test = X_test.fillna(-1)
## xgb-Model
xgr = xgb.XGBRegressor(n_estimators=120, learning_rate=0.1, gamma=0, subsample=0.8, \
                       colsample_bytree=0.9, max_depth=7)  # ,objective ='reg:squarederror'
scores_train = []
scores = []
## 5折交叉验证方式
sk = StratifiedKFold(n_splits=5, shuffle=True, random_state=0)
for train_ind, val_ind in sk.split(X_data, Y_data):
    train_x = X_data.iloc[train_ind].values
    train_y = Y_data.iloc[train_ind]
    val_x = X_data.iloc[val_ind].values
    val_y = Y_data.iloc[val_ind]
    xgr.fit(train_x, train_y)
    pred_train_xgb = xgr.predict(train_x)
    pred_xgb = xgr.predict(val_x)
    score_train = mean_absolute_error(train_y, pred_train_xgb)
    scores_train.append(score_train)
    score = mean_absolute_error(val_y, pred_xgb)
    scores.append(score)
print('Train mae:', np.mean(score_train))
print('Val mae', np.mean(scores))
def build_model_xgb(x_train,y_train):
    model = xgb.XGBRegressor(n_estimators=150, learning_rate=0.1, gamma=0, subsample=0.8,\
        colsample_bytree=0.9, max_depth=7) #, objective ='reg:squarederror'
    model.fit(x_train, y_train)
    return model

def build_model_lgb(x_train,y_train):
    estimator = lgb.LGBMRegressor(num_leaves=127,n_estimators = 150)
    param_grid = {
        'learning_rate': [0.01, 0.05, 0.1, 0.2],
    }
    gbm = GridSearchCV(estimator, param_grid)
    gbm.fit(x_train, y_train)
    return gbm
## Split data with val
x_train,x_val,y_train,y_val = train_test_split(X_data,Y_data,test_size=0.3)
print('Train lgb...')
model_lgb = build_model_lgb(x_train,y_train)
val_lgb = model_lgb.predict(x_val)
MAE_lgb = mean_absolute_error(y_val,val_lgb)
print('MAE of val with lgb:',MAE_lgb)
print('Predict lgb...')
model_lgb_pre = build_model_lgb(X_data,Y_data)
subA_lgb = model_lgb_pre.predict(X_test)
print('Sta of Predict lgb:')
Sta_inf(subA_lgb)
print('Train xgb...')
model_xgb = build_model_xgb(x_train,y_train)
val_xgb = model_xgb.predict(x_val)
MAE_xgb = mean_absolute_error(y_val,val_xgb)
print('MAE of val with xgb:',MAE_xgb)
print('Predict xgb...')
model_xgb_pre = build_model_xgb(X_data,Y_data)
subA_xgb = model_xgb_pre.predict(X_test)
print('Sta of Predict xgb:')
Sta_inf(subA_xgb)
## 这里我们采取了简单的加权融合的方式
val_Weighted = (1-MAE_lgb/(MAE_xgb+MAE_lgb))*val_lgb+(1-MAE_xgb/(MAE_xgb+MAE_lgb))*val_xgb
val_Weighted[val_Weighted<0]=10 # 由于我们发现预测的最小值有负数，而真实情况下，price为负是不存在的，由此我们进行对应的后修正
print('MAE of val with Weighted ensemble:',mean_absolute_error(y_val,val_Weighted))
sub_Weighted = (1-MAE_lgb/(MAE_xgb+MAE_lgb))*subA_lgb+(1-MAE_xgb/(MAE_xgb+MAE_lgb))*subA_xgb
## 查看预测值的统计进行
plt.hist(Y_data)
plt.show()
plt.close()
sub = pd.DataFrame()
sub['SaleID'] = TestA_data.SaleID
sub['price'] = sub_Weighted
sub.to_csv('./sub_Weighted.csv',index=False)